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In this note we answer a question of G. Lecu\'{e}, by showing that column normalization of a random matrix with iid entries need not lead to good sparse recovery properties, even if the generating random variable has a reasonable moment…

Machine Learning · Statistics 2017-02-22 Shahar Mendelson

Recently there has been much interest in "sparsifying" sums of rank one matrices: modifying the coefficients such that only a few are nonzero, while approximately preserving the matrix that results from the sum. Results of this sort have…

Discrete Mathematics · Computer Science 2018-01-30 Marcel K. de Carli Silva , Nicholas J. A. Harvey , Cristiane M. Sato

Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…

Functional Analysis · Mathematics 2025-04-04 Michael Anshelevich , Anh Nguyen

Exact evaluation of $<{\rm Tr} S^p>$ is here performed for real symmetric matrices $S$ of arbitrary order $n$, up to some integer $p$, where the matrix entries are independent identically distributed random variables, with an arbitrary…

Statistical Mechanics · Physics 2009-11-10 Giovanni M. Cicuta

Existence of a perfect matching in a random bipartite digraph with bipartition $(V_1, V_2)$, $|V_i|=n$, is studied. The graph is generated in two rounds of random selections of a potential matching partner such that the average number of…

Combinatorics · Mathematics 2019-03-15 Michal Karoński , Ed Overman , Boris Pittel

We study $\textit{sparse singular value certificates}$ for random rectangular matrices. If $M$ is an $n \times d$ matrix with independent Gaussian entries, we give a new family of polynomial-time algorithms which can certify upper bounds on…

Data Structures and Algorithms · Computer Science 2024-12-31 Ilias Diakonikolas , Samuel B. Hopkins , Ankit Pensia , Stefan Tiegel

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

In this note, we show that the norm of an $n\times n$ random jointly exchangeable matrix with zero diagonal can be estimated in terms of the norm of its $n/2\times n/2$ submatrix located in the top right corner. As a consequence, we prove a…

Probability · Mathematics 2019-01-07 Konstantin Tikhomirov , Pierre Youssef

Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…

Probability · Mathematics 2022-09-07 Soumendu Sundar Mukherjee

Suppose that a solution $\widetilde{\mathbf{x}}$ to an underdetermined linear system $\mathbf{b} = \mathbf{A} \mathbf{x}$ is given. $\widetilde{\mathbf{x}}$ is approximately sparse meaning that it has a few large components compared to…

Information Theory · Computer Science 2015-06-29 Mohammadreza Malek-Mohammadi , Cristian R. Rojas , Magnus Jansson , Massoud Babaie-Zadeh

Let $E \subseteq R^n$ be a closed set of Hausdorff dimension $\alpha$. For $m \geq n$, let $\{B_1,\ldots,B_k\}$ be $n \times (m-n)$ matrices. We prove that if the system of matrices $B_j$ is non-degenerate in a suitable sense, $\alpha$ is…

Classical Analysis and ODEs · Mathematics 2013-07-05 Vincent Chan , Izabella Laba , Malabika Pramanik

We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…

Probability · Mathematics 2021-07-16 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$…

Machine Learning · Computer Science 2013-11-20 Dimitris Achlioptas , Zohar Karnin , Edo Liberty

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

We consider the classical problem of estimating a vector $\bolds{\mu}=(\mu_1,...,\mu_n)$ based on independent observations $Y_i\sim N(\mu_i,1)$, $i=1,...,n$. Suppose $\mu_i$, $i=1,...,n$ are independent realizations from a completely…

Statistics Theory · Mathematics 2009-08-13 Lawrence D. Brown , Eitan Greenshtein

Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…

Data Structures and Algorithms · Computer Science 2021-01-08 Richard Peng , Santosh Vempala

We consider two ensembles of nxn matrices. The first is the set of all nxn matrices with entries zeroes and ones such that all column sums and all row sums equal r, uniformly weighted. The second is the set of nxn matrices with zero and one…

Mathematical Physics · Physics 2023-05-17 Paul Federbush

Let $\mathbf{a}_{ij}$, $1\leq i\leq j\leq n$, be independent random variables and $\mathbf{a}_{ji}=\mathbf{a}_{ij}$, for all $i,j$. Suppose that every $\mathbf{a}_{ij}$ is bounded, has zero mean, and its variance is given by…

Probability · Mathematics 2017-05-09 Victor M. Preciado , M. Amin Rahimian

We consider the adjacency operator $A$ of the Linial-Meshulam model $X(d,n,p)$ for random $d-$dimensional simplicial complexes on $n$ vertices, where each $d-$cell is added independently with probability $p\in[0,1]$ to the complete…

Probability · Mathematics 2022-02-02 Shaked Leibzirer , Ron Rosenthal
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